+4,330.0%
LUV vs GWW
+13,989.5%
-9,659.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | +0.7% | -0.5% | +1.1% | +0.9% |
| 30D | -13.4% | -1.4% | -12.0% | -12.9% |
| 3M | -9.6% | -3.6% | -5.9% | -8.4% |
| 6M | -8.9% | +15.1% | -24.0% | -14.7% |
| YTD | -5.2% | +27.5% | -32.6% | -15.2% |
| 1Y | +27.0% | +29.6% | -2.6% | +12.8% |
| 3Y | +39.6% | +90.1% | -50.4% | +4.2% |
| 5Y | -14.4% | +222.6% | -237.0% | -50.0% |
| 10Y | +17.3% | +566.5% | -549.2% | -52.9% |
| All | +4,330.0% | +13,989.5% | -9,659.5% | +295.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GWW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling